+91.7%
USB vs PBR
+488.1%
-396.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | 0.0% | -16.0% | +16.0% | +3.9% |
| 30D | +5.8% | -22.8% | +28.6% | +11.7% |
| 3M | -6.0% | +3.0% | -8.9% | -7.7% |
| 6M | +7.8% | -8.1% | +15.8% | +8.4% |
| YTD | +14.6% | +63.1% | -48.6% | -0.9% |
| 1Y | +31.8% | +59.3% | -27.5% | +14.5% |
| 3Y | +91.5% | +66.1% | +25.4% | +61.4% |
| 5Y | +22.0% | +495.8% | -473.8% | -30.5% |
| All | +91.7% | +488.1% | -396.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling